Bond Calculator

Calculate bond yield to maturity, current yield, price, duration, and total return. Advanced features include accrued interest and tax-equivalent yield for municipal bonds.

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Bond Calculator

Calculate bond prices, yields (current yield, YTM), duration, and interest rate risk for treasury bonds, corporate bonds, and municipal bonds.

Bond Details

$100$1000000
$

Face value at maturity (typically $1,000)

0%20%
%

Annual interest rate on face value

0.2530

Time until bond matures and face value is repaid

How often interest is paid (US Treasury bonds pay semi-annually)

$1$2000
$

What you pay for the bond today

Results

Yield to Maturity (YTM)
5.66%
Total return if held to maturity
Current Yield
5.26%
Annual return on purchase price
Trading at Discount

Bond Summary

Face Value:$1,000.00
Coupon Rate:5.00%
Annual Coupon:$50.00
Coupon per Period:$25.00
Years to Maturity:10 years
Payment Frequency:Semi-Annual
Current Yield:5.26%
Yield to Maturity:5.66%
Macaulay Duration:7.93 years
Modified Duration:7.71

Yield Types Explained

Yield TypeRateMeaning
Coupon Rate5.00%Fixed interest on face value
Current Yield5.26%Annual return on purchase price
Yield to Maturity5.66%Total return if held to maturity

Interest Rate Risk

Modified Duration
7.71

A 1% increase in interest rates would decrease the bond price by approximately 7.71%

Price Impact from Rate Changes

Rate ChangeEst. Price ChangeNew Price
-1.0%+7.71%$1,023.24
-0.5%+3.85%$986.62
+0.5%-3.85%$913.38
+1.0%-7.71%$876.76

Cash Flow Schedule

PeriodYearsCouponPrincipalPresent Value
10.50$25.00-$24.31
21.00$25.00-$23.64
31.50$25.00-$22.99
... (14 more periods) ...
189.00$25.00-$15.13
199.50$25.00-$14.71
2010.00$25.00$1,000.00$586.48

Understanding Bond Pricing

Price vs Yield Relationship

Bond prices and yields have an inverse relationship. When interest rates rise, bond prices fall. When interest rates fall, bond prices rise.

Premium vs Discount

  • Premium: Price > Face Value - The coupon rate is higher than market rates
  • Discount: Price < Face Value - The coupon rate is lower than market rates
  • Par: Price = Face Value - The coupon rate equals market rates

Duration & Interest Rate Risk

Duration measures a bond's sensitivity to interest rate changes. A bond with a modified duration of 7.7 will decrease in value by approximately 7.7% for every 1% increase in interest rates.

Frequently Asked Questions

Common questions about the Bond Calculator

Yield to maturity (YTM) is the annualized total return you would earn if you held the bond until it matures and reinvested coupons at the same rate. It accounts for coupon payments, price paid, time to maturity, and par value. Investors compare YTM across bonds to decide which offers the best risk‑adjusted return.

⚠️ Important Disclaimer

This Bond Calculator provides estimates for educational and informational purposes only. Actual results may vary significantly based on individual circumstances, market conditions, regulatory changes, and other factors beyond the scope of this calculator.

The calculations and projections provided are based on assumptions and historical data that may not reflect future performance.Past performance does not guarantee future results.

This tool is not financial advice, tax advice, legal advice, or investment advice. For personalized guidance tailored to your specific situation, please consult with qualified professionals including:

  • Certified Financial Planner (CFP)
  • Certified Public Accountant (CPA) for tax matters
  • Licensed attorney for legal matters
  • Registered Investment Advisor (RIA) for investment decisions

Data Accuracy: All data sources, statistics, and rates were verified as accurate as of October 2025. Tax rates, market conditions, and other financial data change over time. Always verify current rates and consult official sources.

No Warranties: While we strive for accuracy, we make no warranties or guarantees regarding the accuracy, completeness, or reliability of any information provided. Use this tool at your own risk.